Anic Equity¶

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Total return since start: 0.655 %¶

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Equity now: -----------------------------> 50556.61 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44278.14 Kr¶

PnL: ---------------------------------------> -497.25 Kr¶

DD now: ---------------------------------> -4.826 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 16:57:30.747227'

Anic Portfolio¶

Today¶

Return: -0.384 %¶

This Week¶

Return: -0.384 %¶

Total portfolio value¶

Return including deposits: 65.509 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.330000 2079.100000 38.250000 1.870000 2040.850000
Hexagon B 26 -0.450000 3437.200000 26.000000 0.760000 3411.200000
Vitec Software Group B 2 -0.710000 1118.000000 17.000000 1.540000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Profoto Holding 7 0.240000 596.400000 14.400000 2.470000 581.999999
Hexatronic Group 15 2.340000 1075.500000 7.800000 0.730000 1067.700000
HEXPOL B 8 -0.410000 960.800000 5.600000 0.590000 955.200000
Hennes & Mauritz B 6 -0.650000 914.280000 4.320000 0.470000 909.960000
Sagax B 4 -1.910000 885.200000 2.000000 0.230000 883.200000
AcadeMedia 20 -0.810000 976.400000 0.800000 0.080000 975.600000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
ASSA ABLOY B 4 -1.470000 990.800000 0.000000 0.000000 990.800000
Platzer Fastigheter Holding B 12 -1.370000 949.200000 0.000000 0.000000 949.200000
INVISIO 15 -1.450000 3562.500000 0.000000 0.000000 3562.500000
Sandvik 4 -1.630000 844.400000 -1.200000 -0.140000 845.600000
Bufab 3 -0.940000 1071.600000 -1.200000 -0.110000 1072.800000
Atrium Ljungberg B 5 -0.990000 899.500000 -2.000000 -0.220000 901.500000
BHG Group 109 -5.520000 1417.000000 -2.180000 -0.150000 1419.180000
SKF B 5 -1.590000 975.750000 -2.250000 -0.230000 978.000000
Latour B 4 -3.410000 850.800000 -3.200000 -0.370000 854.000000
Addnode Group B 7 -2.870000 899.500000 -3.500000 -0.390000 903.000000
Biotage 1 -8.810000 143.900000 -3.600000 -2.440000 147.500000
JM 7 -1.890000 943.600000 -4.200000 -0.440000 947.800000
OX2 12 -3.660000 901.200000 -5.400000 -0.600000 906.600000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Gränges 10 3.420000 1029.000000 -7.000000 -0.680000 1036.000000
EQT 4 -2.480000 863.600000 -7.200000 -0.830000 870.800000
Alimak Group 12 -0.950000 996.000000 -8.400000 -0.840000 1004.400000
BioGaia B 8 -2.790000 892.000000 -10.400000 -1.150000 902.400000
Byggmax Group 33 -3.030000 950.400000 -14.520000 -1.500000 964.920000
Vitrolife 3 -3.250000 660.600000 -16.400000 -2.420000 677.000001
Investor B 3 -2.470000 638.550000 -19.450000 -2.960000 657.999999
Catena 2 -2.740000 780.000000 -23.600000 -2.940000 803.600000
Hoist Finance 36 -2.520000 973.800000 -34.200000 -3.390000 1008.000000
Creaspac SPAC 40 -1.040000 3788.000000 -36.000000 -0.940000 3824.000000
VEF 788 -2.650000 1853.380000 -44.120000 -2.330000 1897.504000
Sedana Medical 93 -3.440000 2609.580000 -374.000000 -12.540000 2983.577733
TOTAL 44278.140000 -497.250000 -4.82629% 44775.391732

Updated:¶

'2023-06-19 16:57:47.274942'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶